+1,096.1%
XLY vs VRSN
+2,250.5%
-1,154.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | -1.5% | -2.3% | -3.6% |
| 30D | -6.1% | +0.7% | -6.8% | -6.3% |
| 3M | -1.2% | +0.6% | -1.7% | -1.5% |
| 6M | -1.8% | +21.7% | -23.5% | -5.5% |
| YTD | -5.9% | +20.0% | -25.9% | -9.4% |
| 1Y | -3.1% | +3.2% | -6.3% | -4.3% |
| 3Y | +36.0% | +42.4% | -6.4% | +26.3% |
| 5Y | +27.6% | +33.0% | -5.4% | +19.9% |
| 10Y | +216.8% | +292.9% | -76.1% | +152.2% |
| All | +1,096.1% | +2,250.5% | -1,154.5% | +509.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VRSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling